Calypso Learning Services

E-Learning: Domain Values

E-Learning: Date Rules

This course provides a description to Date Rules and their use in Calypso.

E-Learning: Expiry Time Zones

The foreign exchange market, also known as the “forex” market, is a marketplace for trading currencies. This market is the largest and most liquid market in the world and it is open 24 hours a day, five days a week, with currencies being traded wo...

E-Learning Post Trade Processing: Audit Report

One of the important requirements of an integrated trading, risk and processing platform is the ability to audit the activities of its users and the data being processed by Calypso. The Audit Report is used to display audit information about data ...

E-Learning: Trading Books

A trading book is a collection of trades held by an institution as a bank, hedge fund or corporation. Every trade in Calypso must belong to a Trading Book.. This course reviews the purpose of trading books and walks users through their setting up....

E-Learning: Trade Blotter

The Calypso Trade Blotter is designed for front office users who want to keep track of trades as they are booked in an user defined worksheet. In this course we explain how to configure the Calypso Trade Blotter. NOTE: The Blotter uses Books, Cou...

E-Learning: Trade Browser

The Trade Browser Report displays information about the trades entered in the system. This course walks users through the basic functionalities of the Trade Browser and how to configure it to their use.

E-Learning: The Calypso Framework for Bonds & Repos

E-Learning: Bond Definitions

Prior to trading a bond, users are required to create a Bond product. The objective of this course is to provide Calypso users an introductory guide on defining bonds in Calypso.

E-Learning: Bond Trade Capture

Using the Bond Trading Window, this course explains the basics of Bond Trading.

E-Learning: Bundles

This course teaches users how to link trades together as bundles.

E-Learning: Calypso Activity Browser

In this E_Learning we explain the basic functionality of the Calypso Activity Browser. Upon completion you will understand how to set up views- The examples are from BiaB.NOTE: This course does not cover all the details of the Calypso Activity Bro...

E-Learning Middle Office: Calypso Workstation

The Calypso Workstation allows viewing risk results from risk reports processed by the risk servers: Presentation Server and Calculation Server. This course is designed to give an overview of Calypso's Workstation.

E-Learning Treasury & Liquid. Mgmt: Collateral Dashboard

The Collateral Dashboard is a tool used to view multiple Collateral summary panels in either Report or Chart form. Within each panel, the user has the ability to drill down to a more detailed summary. The views in the Collateral Dashboard are very...

E-Learning Treasury & Liquid. Mgmt.: Collateral Management

Organizations need the ability to monitor, calculate, and process collateral calls on a cross-asset basis in a timely manner in order to minimize risks and increase credit capacity. Calypso’s collateral management functionality meets these require...

E-Learning: Pricing Environment

A Pricing Environment is a framework containing the market data and pricing items: Pricer Config, Quote Set, Pricing Params Set, Base Currency, Timezone. It tells the system what pricers (pricing algorithms) and market data (interest rate curves,...

E-Learning: Curve Underlyings

This E-Learning introduces the set up of the curve underlyings commonly used in the generation of Zero Curves and Basis Curves. Zero Curves and Basis Curves are the curves from which discount factors and projected rates are obtained for pricing ...

E-Learning: Futures with Calypso

Calypso is designed to allow you to set up and trade a wide set of Futures covering a diverse range of underlyings such as deposits, bonds, commodities and foreign exchange. This two part E-Learning module covers the basics of configuring and trad...

E-Learning: FX Deal Station

The FX Deal Station provides the trade entry screens for FX Spot, FX Forward and FX Swap, as well as the cross currency versions of these products, FX NDF and Precious Metal trades.The FX Deal Station is designed to dynamically display different t...

E-Learning: FX Curves

This lesson explores the configuration and function of FX curves and FX curve underlying instruments used in FX trade pricing and risk management. You will create an FX curve in Calypso which will also require the creation of several sets of FX ‘u...

E-Learning: FX Volatility Surfaces

This training module instructs you on how FX volatility surfaces are configured and applied in Calypso so that they can be used to price, value, and risk analyze FXO trades.

E-Learning: Infrastructure

Calypso provides integrated trading, risk management and operations functionality and supports both internal and external users. Calypso is capable of handling multiple asset classes, integrating with existing systems and is flexible to accommodat...

E-Learning Post Trade Processing: Workflow

Calypso’s back office / post trade processing functions are primarily workflow-based, meaning that the central operations performed are configured to be part of a fully defined process, managed through workflow and task processing.A central respon...

E-Learning Post Trade Processing: Accounting

Introduction

E-Learning Middle Office: Introduction to Risk and the Reporting Process

In this eLearning course, users will learn about the Calypso Risk (Scenario) Framework that underlies all market risk reporting in Calypso (excluding the ERS System) including profit and loss as well as review the components of the risk process. ...

E-Learning Middle Office: Introduction to Calypso's Middle Office Architecture

The Introduction to Middle Office Risk Architecture course describes topics that are important to understanding Calypso’s middle tier-Risk and P/L Architecture. This E-Learning provides a high-level overview of how the middle office risk architect...

E-Learning Middle Office: CAPL

This course provides an introductory overview of Calypso's CAPL (Cross-Asset Profit & Loss) Analysis capabilities, uses of CAPL and discussing specific CAPL related topics.

E-Learning: Introduction to Repos

This post v14 introduction course gives users an example of booking Par Fill in part one, Money Fill and Tri-Pary repo's as well as covering some lifecycle events in part two.For an in depth review of Repo's please access our Front Office class i...

E-Learning: Introduction to Security Lending

The Security Lending E-Learning will display the fundamental requirements to set-up a Security lending Trade and perform lifecycle actions on the trade. An example of a Fee and Rebate trade are included NOTE: In order to do Securities Lending t...

E-Learning: Introduction to Pricing Script

Introduction to Pricing Script provides an overview of the Pricing Script functionality and configuration in Calypso. Additionally, an example of a structured EQD trade is displayed.

E-Learning: Interest Rate Yield Curve Construction with Calypso

THIS SECTION INTRODUCES ZERO COUPON CURVE CONSTRUCTION IN CALYPSO. BUILDING CURVES USING THE CALYPSO CURVE APPLICATION INVOLVES MULTIPLE DATA INPUTS TO SELECT CURVE ATTRIBUTES, UNDERLYING INSTRUMENTS AND QUOTE DATA.

E-Learning: Interest Rate Volatility Surfaces

This lesson describes how Volatility Surfaces are constructed and used for pricing option based trades in Calypso. This course also shows the learner how to generate sets of ‘underlying instruments’ from which each surface must be constructed.

E-Learning: Interest Rate Swap Trades in the Classic Trade Window

This course introduces users to Swap trading using the Swap Trade window and Pricing Sheet.

E-Learning: Interest Rate Derivatives Trade Capture: Swaps

E-Learning Middle Office: Report Configuration with the Analysis Designer

This E-Learning module will define and display IRD Risk Report Configuration (set-up) in the Analysis Designer for each analysis type, and the configuration of the Calypso Workstation for IRD Risk Reports viewing. Note: The Middle is required to b...

E-Learning Middle Office: Middle Tier Configuration

Calypso’s Middle Tier is a series of applications and processes which performs Risk and P&L analysis (runs-calculates the price and/or valuation data), and stores information for display in the Calypso Workstation. Risk and P&L reports ca...

E-Learning: Market Data Manager

This course is an overview of how to set up and use the Market Data Manager.Calypso's Market Data Manager allows users to view a consolidated view of their market data, both raw and derived, from the trade window, pricing sheet, trade blotter, or ...

E-Learning: Multicurve Packages for Zero Curve Generation

Calypso's Multicurve feature allows users to generate curves simutaneously. This E-Learning course provides an overview of how to set up and use the Calypso Multicurve window/functionality.

E-Learning: Market Data Server

This Market Data Server course will provide an overview of the Market Data Server reviewing configuration and use. upon completing this course users will: •Understand the purpose of Market Data Server •Know the Setup Involved verview •Revie...

E-Learning Post Trade Processing: Messages

A message identifies any document or payment that users send to an organization (including people within their own organization) to alert them about an event that has occurred on a trade, position, product, etc. In this course, we will cover how ...

E-Learning Post Trade Processing: Matching (FX SWIFT)

At the completion of the Matching SWIFT Messages course, users will have learned what a SWIFT message is and how to interpret and understand the types of information contained in them. In addition, users will understand how this information is ‘ma...

E-Learning Post Trade Processing: Netting Transfers

By the end of this course, users will be able to:Describe the use of nettingUnderstand how to configure a Netting ConfigurationUnderstand how to configure a Netting RuleUnderstand how automatic netting worksDetermine how to access netted transfers...

E-Learning Middle Office: On Demand Risk Reporting

On Demand Risk Reports are real time reports designed for “On-the-Fly” risk analysis, usually displaying risk measures for specific trades and/or portfolios from a Front Office Window. The Front Office Windows from which you run the reports are th...

E-Learning: Calypso's Pricing & Valuation Framework

To meet the challenging goal of capturing, managing and using market data, Calypso employs a market data management architecture termed the ‘Pricing Framework’. The Pricing Framework is essentially a set of functions and applications that include ...

E-Learning: Pricing Sheet Configuration Profiles and Strategies

In order to use the Pricing Sheet to trade products, you must have the relevant access permissions in place and also a profile in the Pricing Sheet that allows you to trade these products. A Profile serves several functions: Determines the prop...

E-Learning: Quick Search with Calypso

In this course we explain how to use Calypso's Quick feature to improve your efficiency in accessing information on specific objects example: Trades/Transfers/Messages/Postings and other reference attributes stored in Calypso.

E-Learning: Rate Indexes

The objective of this course is to explain how to configure Rate Indexes in Calypso.

Rate Reset Process

This Rate Reset Process course will provide an overview of the Reset Process in Calypso. This includes a brief introduction to rate resets and the required steps to perform a rate reset. Please note that, although Calypso supports full fixing pro...

E-Learning: Calypso Reports and the Reporting Framework

Calypso’s highly configurable reports are built on a standard Reporting Framework. This means that these reports share common features which allow you to: Configure results to match your needs, including grouping and sub-totalingSave your configu...

E-Learning Middle Office: Calypso Risk Report Configuration

Calypso’s Scenario Framework (used for performing risk analyses) is extremely flexible and is a key component of Calypso’s cross-asset platform design. The Scenario framework enables measuring risk across asset classes by running user-defined risk...

E-Learning: Scheduled Tasks

Large financial firms require many computerized tasks to be executed automatically and scheduled at fixed times within standardized business periods (intra-day, daily, weekly, etc.). In banking for example, many tasks are executed at: ‘end-of-d...

E-Learning Middle Office: Scheduled Tasks for Risk and P/L Reporting

Large financial firms require many computerized tasks to be executed automatically and scheduled at fixed times within standardized business periods (intra-day, daily, weekly, etc.). In banking for example, many tasks are executed at: ‘end-of-d...

E-Learning Post Trade Processing: Settlement Delivery Instructions

To settle any flows in Calypso, Settlement and Delivery Instructions (SDIs) or otherwise known as Standard Settlement Instructions (SSIs) are required. This course teaches users about SDIs, which organizations (Calypso ‘legal entities’) are invo...

E-Learning Post Trade Processing: Static Data Filters

Calypso is designed to store very detailed information about your counterparties, trades and trading activities. To use such detailed information effectively you need tools that can be used to select the data relevant to your processing and repor...

E-Learning: Swaptions Trade Capture & the Exercise Process

Calypso is designed to allow users to setup and trade standard swaptions on single currency fixed-float swaps. This course aims to walk through users through the:Setup required for European/Bermudan and American swaptionsPremium processOption Exe...

E-Learning Post Trade Processing: Task Station

In this lesson, you will learn about the basic steps required to configure and use Calypso’s Task Station to monitor and process workflow objects, such as trades. These basic steps include the following: starting the required Calypso engines,...

E-Learning Post Trade Processing: Task Station v14+

The main function of the back office user is to monitor the proper execution of automated tasks, and act upon manual tasks using the Task Station. The Task Station displays tasks generated by the various workflows. A task has a status based on it...

E-Learning: Trade Filters

Trade Filters allow defining dynamic collections of trades based on user-defined criteria. They are used in reports and processes throughout the system to load the trades that satisfy the criteria. This course walks users through the configuratio...

E-Learning Post Trade Processing: Transfers

Calypso Transfers course provides a review of Calypso “transfers” along with descriptions of how transfers are generated and used by Calypso to perform cross-asset, front-to-back (office) trading and risk management activities.

E-Learning: User Defaults and Setting Favorites

Calypso provides a number of tools to make it easier and quicker for a user to do his/her job. One of these tools is the User Defaults and Favorites. These determine specific configuration relevant to a user such as: his/her indexes, pricing en...